This error is not blocking, but annoying. In fact, the SharePoint console (C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\CONFIG\POWERSHELL\Registration\SharePoint.ps1) is adding the snapin, but without checking if it's already loaded.

Can I avoid this message?

I'm not sure modifying the sharepoint.ps1 file is a good idea, because there is a #SIG.